Pages that link to "Item:Q5509355"
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The following pages link to Robust Estimation of a Location Parameter (Q5509355):
Displaying 50 items.
- Predictive learning via rule ensembles (Q71543) (← links)
- OSQP: An Operator Splitting Solver for Quadratic Programs (Q78613) (← links)
- Cauchy robust principal component analysis with applications to high-deimensional data sets (Q89970) (← links)
- Robust tools for the imperfect world (Q92459) (← links)
- Identifying outliers using multiple kernel canonical correlation analysis with application to imaging genetics (Q104865) (← links)
- Learning mixtures of truncated basis functions from data (Q111036) (← links)
- Robust estimation and regression with parametric quantile functions (Q111833) (← links)
- Robust Kalman tracking and smoothing with propagating and non-propagating outliers (Q123767) (← links)
- Greedy function approximation: A gradient boosting machine. (Q127532) (← links)
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Snipping for robust \(k\)-means clustering under component-wise contamination (Q260978) (← links)
- Robust efficient method of moments (Q265015) (← links)
- Weighted \(M\)-estimators for multivariate clustered data (Q273770) (← links)
- Dualization and discretization of linear-quadratic control problems with bang-bang solutions (Q285924) (← links)
- Risk measures with the CxLS property (Q287670) (← links)
- Gaussian and robust Kronecker product covariance estimation: existence and uniqueness (Q290708) (← links)
- Dual averaging with adaptive random projection for solving evolving distributed optimization problems (Q306393) (← links)
- Higher order elicitability and Osband's principle (Q309736) (← links)
- Improving estimated sufficient summary plots in dimension reduction using minimization criteria based on initial estimates (Q311288) (← links)
- High dimensional robust M-estimation: asymptotic variance via approximate message passing (Q343797) (← links)
- Strategies for securing evidence through model criticism (Q351161) (← links)
- On estimation of Student distribution center with a small number of degrees of freedom (Q354849) (← links)
- Asymptotic properties of weighted M-estimators for clustered data (Q367202) (← links)
- Stability (Q373542) (← links)
- Robust and efficient estimation of the residual scale in linear regression (Q391548) (← links)
- A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression (Q396020) (← links)
- Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators (Q406518) (← links)
- Change point detection with robust control chart (Q410343) (← links)
- Bayesian nonlinear regression for large \(p\) small \(n\) problems (Q414543) (← links)
- Similarity of samples and trimming (Q418241) (← links)
- A model of prior ignorance for inferences in the one-parameter exponential family (Q419320) (← links)
- Bounds on dispersion of order statistics based on dependent symmetrically distributed random variables (Q433774) (← links)
- Robust second-order least-squares estimator for regression models (Q452300) (← links)
- A smoothing principle for the Huber and other location \(M\)-estimators (Q452579) (← links)
- Asymptotic properties for an M-estimator of the regression function with truncation and dependent data (Q457309) (← links)
- M-estimators for single-index model using B-spline (Q464368) (← links)
- Affine invariant divergences associated with proper composite scoring rules and their applications (Q470075) (← links)
- Pointwise probability reinforcements for robust statistical inference (Q470187) (← links)
- New prior near-ignorance models on the simplex (Q473396) (← links)
- Robust spiked random matrices and a robust G-MUSIC estimator (Q495368) (← links)
- A robust multiquadric method for digital elevation model construction (Q500719) (← links)
- Adaptive robust regression with continuous Gaussian scale mixture errors (Q508114) (← links)
- A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
- Finite mixtures of quantile and M-quantile regression models (Q518274) (← links)
- Robust \(U\)-type test for high dimensional regression coefficients using refitted cross-validation variance estimation (Q525885) (← links)
- Robust inference in nonstationary time series models (Q527996) (← links)
- Parameter estimation from small biased samples: fuzzy sets vs statistics (Q533182) (← links)
- A heteroscedastic structural errors-in-variables model with equation error (Q537376) (← links)
- On qualitative robustness of support vector machines (Q538179) (← links)
- Delta method in large deviations and moderate deviations for estimators (Q548555) (← links)
